$11.91
+0.31 (+2.67%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.21% | Sharpe | 0.56 |
| Sortino | 0.88 |
| Beta | 1.03 | Correlation | 0.28 |
| Up capture | 141.38% | Down capture | 154.27% |
Relative Value shows 0.77 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.54% | Ulcer Index | 21.04 |
| MTD | 17.80% | QTD | 23.29% |
| YTD | 60.95% | Window (ann., 3.0y) | 16.99% |
| Skewness | 0.97 | Excess Kurtosis | 7.98 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.22 |
| Gain/Pain | 0.11 | Hit Rate | 44.67% |
| Win/Loss | 1.18 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.31% | -8.90% | -5.40% | -7.68% |
| CVaR (ES) | -7.02% | -11.49% | -6.80% | -8.82% |
| VaR (Cornish-Fisher) | — | — | -3.88% | -10.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.54% | 2023-11-16 | 2024-05-08 | 2025-01-14 | 118 | 171 |
| -36.17% | 2025-01-16 | 2025-12-15 | 2026-05-05 | 229 | 96 |
| -26.02% | 2023-09-29 | 2023-11-02 | 2023-11-16 | 24 | 10 |
| -10.46% | 2026-05-15 | 2026-05-27 | 2026-08-03 | 7 | 43 |
| -10.20% | 2023-08-25 | 2023-09-06 | 2023-09-27 | 7 | 15 |
| -4.08% | 2023-09-27 | 2023-09-28 | 2023-09-29 | 1 | 1 |
| -2.90% | 2026-08-14 | 2026-08-17 | 2026-08-21 | 1 | 4 |
| -2.13% | 2023-08-22 | 2023-08-23 | 2023-08-25 | 1 | 2 |
| -1.48% | 2026-08-04 | 2026-08-05 | 2026-08-07 | 1 | 2 |
| -0.50% | 2026-05-11 | 2026-05-12 | 2026-05-14 | 1 | 2 |
Worst depth first · lengths in trading days.